Recent content by scattergood

I use the SP 500 underlying volume as a divergence indicator against the ES contract. When the direction of each diverge, I look to trade the ES on a trendline break in the direction of the volume. Here is a small chart:

I live in West Los Angeles near Century City, have been trading off and on for the past 5 years, but think this is the career for me. I am always looking for people to talk and chat with, even online, as trading can be a solitary business. I mainly trade futures and forex.

The stat to measure this is the Sharpe's Ratio (http://en.wikipedia.org/wiki/Sharpe_ratio) It is the measure of increased gain to increased risk. Essentially it is: (Return - Risk Free Return) / StdDev of Return A Sharpes of 1 means you are gaining as much over the Risk Free rate as...

Hi all, I am new to the world of options trading, as I have been trading forex for the past 3 years. However, to smooth out the risk / reward curve that I have been facing over the most recent past I started looking at options. I have been investigating a strategy aimed at capturing the swap...